Is there a way we can define admin roles & moderator roles outside the discourse.?
As like configuration in azure AD and while logging in using Oauth2, we can fetch the roles and show them as Admin, Moderator & User.?
Is there any feature related to that or some custom plugin.? OR We need to create that from scratch.?
Thanks for your help.! 
It is not currently possible using the OAuth2 plugin. A PR to add the functionality to the plugin would likely be accepted, or alternatively you could call the API from your main application to make the user a moderator/administrator.
Can you use sso instead of oauth?
I’ve been wanting to write a similar feature for some time. If / when I get around to it, I’ll happily feed it back.